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Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary Previous Current 14-Aug-2012 15-Aug-2012 Change Change % Previous Week Open 5,770.5 5,759.0 -11.5 -0.2% 5,695.5 High 5,770.5 5,759.0 -11.5 -0.2% 5,767.0 Low 5,770.5 5,759.0 -11.5 -0.2% 5,695.5 Close 5,770.5 5,759.0 -11.5 -0.2% 5,767.0 Range ATR 39.3 37.3 -2.0 -5.1% 0.0 Volume 50 50 0 0.0% 130
Daily Pivots for day following 15-Aug-2012 Classic Woodie Camarilla DeMark R4 5,759.0 5,759.0 5,759.0 R3 5,759.0 5,759.0 5,759.0 R2 5,759.0 5,759.0 5,759.0 R1 5,759.0 5,759.0 5,759.0 5,759.0 PP 5,759.0 5,759.0 5,759.0 5,759.0 S1 5,759.0 5,759.0 5,759.0 5,759.0 S2 5,759.0 5,759.0 5,759.0 S3 5,759.0 5,759.0 5,759.0 S4 5,759.0 5,759.0 5,759.0	Weekly Pivots for week ending 10-Aug-2012 Classic Woodie Camarilla DeMark R4 5,957.5 5,934.0 5,806.5 R3 5,886.0 5,862.5 5,786.5 R2 5,814.5 5,814.5 5,780.0 R1 5,791.0 5,791.0 5,773.5 5,803.0 PP 5,743.0 5,743.0 5,743.0 5,749.0 S1 5,719.5 5,719.5 5,760.5 5,731.0 S2 5,671.5 5,671.5 5,754.0 S3 5,600.0 5,648.0 5,747.5 S4 5,528.5 5,576.5 5,727.5
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5,770.5 5,738.5 32.0 0.6% 0.0 0.0% 64% False False 50 10 5,770.5 5,551.0 219.5 3.8% 1.0 0.0% 95% False False 30 20 5,770.5 5,380.5 390.0 6.8% 0.5 0.0% 97% False False 29 40 5,770.5 5,340.5 430.0 7.5% 3.0 0.1% 97% False False 30
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0	Fibonacci Retracements and Extensions 4.250 5,759.0 2.618 5,759.0 1.618 5,759.0 1.000 5,759.0 0.618 5,759.0 HIGH 5,759.0 0.618 5,759.0 0.500 5,759.0 0.382 5,759.0 LOW 5,759.0 0.618 5,759.0 1.000 5,759.0 1.618 5,759.0 2.618 5,759.0 4.250 5,759.0
Fisher Pivots for day following 15-Aug-2012 Pivot 1 day 3 day R1 5,759.0 5,757.5 PP 5,759.0 5,756.0 S1 5,759.0 5,754.5

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